+261.7%
INTC vs CFG
+396.4%
-134.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +7.1% | +1.5% | +5.5% | +6.5% |
| 30D | -5.2% | -3.8% | -1.4% | -3.8% |
| 3M | -14.3% | +11.5% | -25.8% | -17.8% |
| 6M | +110.2% | +19.2% | +91.0% | +96.6% |
| YTD | +159.6% | +23.7% | +135.9% | +139.9% |
| 1Y | +289.3% | +38.8% | +250.4% | +244.6% |
| 3Y | +166.1% | +178.9% | -12.8% | +82.9% |
| 5Y | +94.4% | +101.8% | -7.4% | +45.6% |
| 10Y | +227.7% | +317.3% | -89.6% | +74.8% |
| All | +261.7% | +396.4% | -134.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling